The Prais-Winsten estimator (Prais & Winsten, 1954) takes into account AR(1) serial correlation of the errors in a linear regression model. The procedure recursively estimates the coefficients and the error autocorrelation of the specified model until sufficient convergence of the AR(1) coefficient is attained.
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curl https://depscope.dev/api/check/conda/r-praisFirst published · 2023-12-19 09:01:30.326000+00:00
Last updated · 2025-09-19 04:26:13.415000+00:00